Pages that link to "Item:Q4965185"
From MaRDI portal
The following pages link to Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185):
Displaying 3 items.
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)
